PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund MUNI
i
Market dataready · fetched 2026-11-04T06:49:18.572Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
History dataPriceAlpaca · sip · 2026-11-04T01:00:00.1294372Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:49:17.538958+00:00
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.91 | 5.8% | 1.5% | 50.54 | 7.2% | 1.5% |
| 25Δ | 51.83 | 5.7% | 1.4% | 50.81 | 6.0% | 1.0% |
| 30Δ | 51.74 | 5.6% | 1.3% | |||
| 35Δ | 51.66 | 5.4% | 1.2% | |||
| 40Δ | 51.57 | 5.3% | 1.1% | |||
| 45Δ | 51.49 | 5.2% | 1.0% | |||
| 50Δ | 51.40 | 5.1% | 0.8% | |||
| 55Δ | 51.31 | 4.9% | 0.7% | |||
| 60Δ | 51.23 | 4.8% | 0.6% | |||
| 65Δ | 51.14 | 4.7% | 0.5% | 52.18 | 20.2% | 0.9% |
| 70Δ | 51.06 | 4.6% | 0.4% | 52.39 | 18.8% | 0.6% |
| 75Δ | 52.59 | 17.3% | 0.4% | |||
| 80Δ | 49.82 | 16.3% | 0.6% | 52.79 | 15.8% | 0.2% |
20Δ
- Pseudo strike
- 51.91
- IV
- 5.8%
- B/E move
- 1.5%
- Pseudo strike
- 50.54
- IV
- 7.2%
- B/E move
- 1.5%
25Δ
- Pseudo strike
- 51.83
- IV
- 5.7%
- B/E move
- 1.4%
- Pseudo strike
- 50.81
- IV
- 6.0%
- B/E move
- 1.0%
30Δ
- Pseudo strike
- 51.74
- IV
- 5.6%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 51.66
- IV
- 5.4%
- B/E move
- 1.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 51.57
- IV
- 5.3%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 51.49
- IV
- 5.2%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 51.40
- IV
- 5.1%
- B/E move
- 0.8%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 51.31
- IV
- 4.9%
- B/E move
- 0.7%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 51.23
- IV
- 4.8%
- B/E move
- 0.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 51.14
- IV
- 4.7%
- B/E move
- 0.5%
- Pseudo strike
- 52.18
- IV
- 20.2%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 51.06
- IV
- 4.6%
- B/E move
- 0.4%
- Pseudo strike
- 52.39
- IV
- 18.8%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 52.59
- IV
- 17.3%
- B/E move
- 0.4%
80Δ
- Pseudo strike
- 49.82
- IV
- 16.3%
- B/E move
- 0.6%
- Pseudo strike
- 52.79
- IV
- 15.8%
- B/E move
- 0.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 19.06% | |
| 57.43% | |
| 51.30% | |
| 41.95% | |
| 64.25% | |
| 46.77% | |
| 71.28% | |
| 75.06% | |
| 23.02% |